Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by Crossref.
Nain, R. B.
and
Sen, Kanwar
1980.
Transition probability matrices for correlated random walks.
Journal of Applied Probability,
Vol. 17,
Issue. 1,
p.
253.
Nain, R. B.
and
Sen, Kanwar
1980.
Transition probability matrices for correlated random walks.
Journal of Applied Probability,
Vol. 17,
Issue. 1,
p.
253.
Weiss, George H.
and
Rubin, Robert J.
1982.
Advances in Chemical Physics.
Vol. 52,
Issue. ,
p.
363.
Okamura, Y.
Blaisten-Barojas, E.
Godoy, S. V.
Ulloa, S. E.
and
Fujita, S.
1982.
Study of the correlated walks with reflecting walls.
The Journal of Chemical Physics,
Vol. 76,
Issue. 1,
p.
601.
Lal, Ram
and
Bhat, U. Narayan
1989.
Some explicit results for correlated random walks.
Journal of Applied Probability,
Vol. 26,
Issue. 4,
p.
757.
Lal, Ram
and
Bhat, U. Narayan
1989.
Some explicit results for correlated random walks.
Journal of Applied Probability,
Vol. 26,
Issue. 04,
p.
757.
Chen, Anyue
and
Renshaw, Eric
1992.
The Gillis–Domb–Fisher correlated random walk.
Journal of Applied Probability,
Vol. 29,
Issue. 04,
p.
792.
Chen, Anyue
and
Renshaw, Eric
1992.
The Gillis–Domb–Fisher correlated random walk.
Journal of Applied Probability,
Vol. 29,
Issue. 4,
p.
792.
Chen, Anyue
and
Renshaw, Eric
1994.
The general correlated random walk.
Journal of Applied Probability,
Vol. 31,
Issue. 4,
p.
869.
Chen, Anyue
and
Renshaw, Eric
1994.
The general correlated random walk.
Journal of Applied Probability,
Vol. 31,
Issue. 4,
p.
869.
Mohanty, S. G.
1994.
Success runs of lengthk in Markov dependent trials.
Annals of the Institute of Statistical Mathematics,
Vol. 46,
Issue. 4,
p.
777.
Bienvenüe, Alexis
1998.
Un principe d'invariance pour une classe de marches p-corrélées sur ℤd.
Journal of Applied Probability,
Vol. 35,
Issue. 03,
p.
557.
Bienvenüe, Alexis
1998.
Un principe d'invariance pour une classe de marches p-corrélées sur ℤd.
Journal of Applied Probability,
Vol. 35,
Issue. 3,
p.
557.
Allaart, Pieter
2004.
Optimal stopping rules for correlated random walks with a discount.
Journal of Applied Probability,
Vol. 41,
Issue. 02,
p.
483.
Allaart, Pieter
2004.
Optimal stopping rules for correlated random walks with a discount.
Journal of Applied Probability,
Vol. 41,
Issue. 2,
p.
483.
Allaart, Pieter
and
Monticino, Michael
2008.
Optimal Buy/Sell Rules for Correlated Random Walks.
Journal of Applied Probability,
Vol. 45,
Issue. 01,
p.
33.
Allaart, Pieter
and
Monticino, Michael
2008.
Optimal Buy/Sell Rules for Correlated Random Walks.
Journal of Applied Probability,
Vol. 45,
Issue. 1,
p.
33.
Cinque, Fabrizio
2023.
Reflection principle for finite-velocity random motions.
Journal of Applied Probability,
Vol. 60,
Issue. 2,
p.
479.